The tendency of betas to regress toward the mean
Subtitle: smooth progression or a random walk?
By: by Peter R. Jones
Series: Working paper - Division of Research, Graduate School of Business Administration, Harvard University ; HBS 78-2; Working paper (Harvard University. Graduate School of Business Administration. Division of Research) -- HBS 78-2
Publisher: Division of Research, Graduate School of Business Administration, Harvard University
Published: 1978
Place of publication: Boston
Language: eng
Number of pages: 64
Subjects: Portfolio management; Mathematical models
Notes: Bibliography : leaf 59.